معرفی
Levent Güntay serves as an Assistant Professor in the Department of International Finance at Özyeğin University's School of Business, where he teaches undergraduate and graduate courses in Finance, Risk Management, and Data Science. He concurrently holds leadership roles as Director of the Center for Financial Engineering and Academic Director of the Financial Engineering Graduate Program. Prior to joining Özyeğin University, Dr. Güntay worked as a Senior Financial Economist at the Federal Deposit Insurance Corporation (FDIC) supervising systemically important U.S. banks (2009–2015) and as an Assistant Professor of Finance at Indiana University’s Kelley School of Business (2003–2009).
Education:
- Ph.D. in Finance, University of Maryland, Robert H. Smith School of Business (Major: Finance, Minor: Economics)
- MBA, Boğaziçi University (1997)
- B.S. in Electrical and Electronics Engineering, Boğaziçi University
Dr. Güntay's research focuses on risk management, artificial intelligence in finance, credit scoring, fixed-income modeling, and derivatives pricing. His work bridges theoretical finance with practical regulatory applications, significantly contributing to Basel III reforms post-2008 crisis. He integrates machine learning techniques to enhance predictive accuracy while addressing regulatory constraints in financial engineering contexts, with particular emphasis on systemic risk measurement and credit risk modeling in emerging markets.
His publication trend reveals a strategic evolution from traditional fixed-income and derivatives research (2003-2010) toward machine learning applications in finance (2015-2024). Recent work emphasizes explainable AI for credit scoring frameworks and anomaly detection in financial institutions, reflecting growing regulatory demands for transparency in algorithmic decision-making. Earlier foundational work on recovery rates and credit spreads directly informed post-crisis banking regulations.
Scientific Awards:
- Best paper award semifinalist, Financial Management Association Meetings (2015) - two papers
- Best paper award, Swiss Society for Financial Market Research Conference (2008)
- Best paper award, Washington Area Finance Conference (2001)
As Academic Director of the Financial Engineering Graduate Program, Dr. Güntay oversees curriculum development and student mentorship in quantitative finance. His research has been supported through institutional affiliations with the FDIC and collaborations with international bodies including the Bank for International Settlements (BIS) and OECD. Current grant activities focus on sovereign bond markets and credit risk modeling in emerging economies, with ongoing projects examining local currency credit spreads and investor behavioral biases.
At the Center for Financial Engineering, Dr. Güntay leads a multidisciplinary team developing computational frameworks for credit decision-making and risk management. The center partners with Turkish financial institutions to implement machine learning solutions addressing market-specific challenges in the Borsa İstanbul ecosystem, while maintaining strong connections to global regulatory standards through ongoing BIS collaboration.
